Objective pain assessment in donkeys is of vital importance for improving welfare in a species that is considered stoic. This study presents the construction and testing of two pain scales, the Equine Utrecht University Scale for Donkey Composite Pain Assessment (EQUUS-DONKEY-COMPASS) and the Equine Utrecht University Scale for Donkey Facial Assessment of Pain (EQUUS-DONKEY-FAP), in donkeys with acute pain. A cohort follow-up study using 264 adult donkeys (n = 12 acute colic, n = 25 acute orthopaedic pain, n = 18 acute head-related pain, n = 24 postoperative pain, and n = 185 controls) was performed. Both pain scales showed differences between donkeys with different types of pain and their control animals (p < 0.001). The EQUUS-DONKEY-COMPASS and EQUUS-DONKEY-FAP showed high inter-observer reliability (Cronbach’s alpha = 0.97 and 0.94, respectively, both p < 0.001). Sensitivity of the EQUUS-DONKEY-COMPASS was good for colic and orthopaedic pain (83% and 88%, respectively), but poor for head-related and postoperative pain (17% and 21%, respectively). Sensitivity of the EQUUS-DONKEY-FAP was good for colic and head-related pain (75% and 78%, respectively), but moderate for orthopaedic and postoperative pain (40% and 50%, respectively). Specificity was good for all types of pain with both scales (91%–99%). Different types of acute pain in donkeys can be validly assessed by either a composite or a facial expression-based pain scale.